Harry and Izzy Judd conceived their baby via fertility treatment.
The McBusted drummer's wife suffers from polycystic ovary syndrome, a condition which can make conception difficult, and so the couple sought medical help when she failed to get pregnant, and though their IVF treatment worked first time, their joy turned to sadness when the former Escala violinist miscarried just seven weeks into her pregnancy last year.
Speaking about the miscarriage, Harry said: "We felt like it would be fine. But then it happened. We were already planning our whole life ahead of us. We thought, 'This is it. Finally it's happened.' It had been a lovely time, knowing Izzy was pregnant."
Izzy suffered a bleed on Boxing Day (26.12.14), prompting the couple to visit their doctor.
In a joint interview with the new issue of HELLO! magazine, Harry recalled: "I felt awful but I just wanted to be brave for her. We drove to the doctors and he did a scan and that was terrible to hear him say, 'There's nothing there.' "
Harry and Izzy decided to take a break from fertility treatment, before embarking on a second round earlier this year and feel "blessed" to be expecting a child.
Though they are overjoyed to have made it through the first trimester, the couple admit they will remain "nervous" until their baby arrives in January.
Izzy said: "I think we'll be nervous, really, until our baby is in our arms."
Harry stated: "You feel like you are never going to be the ones who get to say, 'We are having a baby.' That is why we feel so blessed now. In an ideal world when you're ready to start a family you hope you will conceive in the first few months of trying. We were like, 'No, no we won't need IVF, it won't be us. IVF was like something you didn't talk about. We thought it would be fine."
For "reassurance", Izzy has been having scans on a regular basis but the couple don't plan to find out the gender of the tot.
Harry said: "We don't want to know. There's no other surprise in life like it. It's massive isn't it?"
Izzy added: "I was a little bit tempted, but Harry was adamant. I'm really pleased now, as it's fun to try and guess. I've felt like I was having a boy from the start - but how can I possibly know?"
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